+39.2%
BKR vs STRL
+76.3%
-37.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.6% |
| 7D | +1.7% | +3.4% | -1.6% | +1.5% |
| 30D | +3.3% | -9.2% | +12.6% | +4.0% |
| 3M | -3.6% | -51.0% | +47.4% | +1.0% |
| 6M | +5.0% | +15.8% | -10.7% | +1.0% |
| YTD | +40.9% | +58.9% | -17.9% | +31.0% |
| 1Y | +39.2% | +68.5% | -29.3% | +27.6% |
| All | +39.2% | +76.3% | -37.0% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling